Date range from 2018-05-02 to 2022-05-24

Risk free rate: 0.05

My current portfolio

AMD APPS FCN FRHC KR LSCC MOEX.ME MRTX NOK NVTA PLZL.ME PWR Return Risk SharpeRatio TAL
0.31 0 0 0.42 0.02 0.04 0 0 0 0 0.09 0 0.44 0.32 1.24 0.12

Minimum Variance Portfolio Weights

AMD APPS FCN FRHC KR LSCC MOEX.ME MRTX NOK NVTA PLZL.ME PWR TAL Return Risk SharpeRatio
0.01 0.01 0.17 0.09 0.2 0.01 0.15 0.07 0.07 0 0.15 0.07 0.01 0.26 0.19 1.1

Tangency Portfolio Weights

AMD APPS FCN FRHC KR LSCC MOEX.ME MRTX NOK NVTA PLZL.ME PWR TAL Return Risk SharpeRatio
0.1 0.06 0.19 0.13 0.08 0.13 0.04 0.02 0.01 0.01 0.12 0.09 0.01 0.46 0.23 1.76

Portfolio Sharpie ratio fit

AMD NVTA FRHC TAL NOK FCN APPS MRTX PLZL.ME PWR MOEX.ME LSCC KR Return Risk SharpeRatio
0.15 0.02 0.15 0 0 0.12 0.04 0.03 0.14 0.08 0.04 0.12 0.1 0.46 0.24 1.7

Portfolio Optimized Shaprie ratio fit (ROI method)

AMD APPS FCN FRHC KR LSCC MOEX.ME MRTX NOK NVTA PLZL.ME PWR TAL Return Risk SharpeRatio
0 0 0.28 0.35 0.03 0.15 0 0 0 0 0.18 0 0 0.54 0.23 2.05

Total time: 18 seconds